I'm one of the lucky few to own a 1999 Sport, but I'm not that great of a driver (next year will be my 3rd full year) and I have a roll bar added for future track use (and with it, am debating about STR just for seats).
Here's what limited, worthless experiences I have:
1) My Miata maxed out at -1.5 degrees camber in the front on one side. I've seen comments stating that a stock Miata will only get -1.3 so I might be lucky. I've also seen comments that say I should get much more up front and should get a new lower control arm. Whatever you do, I recommend getting the most camber out of the front as possible, don't worry too much about sacrificing caster, have LESS camber in the rear, and set your front toe to 0, rear toe in by 1/16". I used to run 1/2 a degree more camber in the rear but the car understeered and had issues accelerating out of turns until I realigned the car. At -1.5 in the front, I wore the insides this year with too much highway driving and wore the outsides last year with too much autocross, so c'est la vie.
2) I'm glad you have the mount support blocks. Using the 1.125" Racing Beat tubular bar, I just ripped my stock sway bar mounts off the frame (adding grippier brake pads contributed). If you are starting to build an autocross car, BUY AND INSTALL THE COMPETITION MOUNTS. It's much easier to do when you're changing the bar in the first place and the stock mount will die eventually: the question is when.
3) For shocks, Koni Yellows are a solid go-to choice. As long as you have the correct spring perch (Koni sent me the wrong one for my used shocks despite providing photos), they're easy to install and only require drilling a washer. Your Bilstein HD choice will have a better ride quality, but it might not be the best at slaloms. Bilsteins are preferred by Fat Cat Motorsports for revalving, but it's not much cheaper for them to use an existing set of shocks (they make and revalve awesome Miata shocks for stock autocross and more). My Konis definitely transformed my car as my stock shocks were... aged.
4) For bumpstops, get Fat Cat Motorsports' offering for the NB. They make them for Koni or Bilstein (different shaft size) and, given how much we ride on our bumpstops, they make a difference in stability after transition. I used white/red in stock size. Some people shave them to increase shock travel length before hitting them.
5) When doing the suspension, try to get a feel for your bushing age. My car feels very sloppy compared to a similar car with replaced bushings. While we aren't allowed to go stiffer, I'm sure a new set of OEM rubber bushings from Mazdaspeed Motorsports would really help things out on my car. Doing these at the same time as your shocks will make your shock install easier (more work off-car) and give you a chance to clean/POR-15 your control arms.
6) I don't understeer with the 1.125" bar and more camber in the front than rear. You already have a better bar than stock, so it might not be worth the extra cash.
7) Don't buy HP+ for all 4 corners of the car. While I was able to stop locking up the fronts after one event, the rears had more braking available to them. I wound up installing Tire Rack non-Hawk $50 performance pads in the front to match the HP+ in the rear, but won't autocross them until next year due to said sway mount break.
8) Don't get a roll bar. I wish I didn't, but I'm very interested in track and it's the price of entry.
